Great-west Large Risk Adjusted Performance
MXHAX Fund | USD 14.01 0.01 0.07% |
Great-west |
| = | 0.1015 |
ER[a] | = | Expected return on investing in Great-west Large |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Great-west Large Risk Adjusted Performance Peers Comparison
Great-west Risk Adjusted Performance Relative To Other Indicators
Great West Large Cap is number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 31.17 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Great West Large Cap is roughly 31.17
Risk Adjusted Performance |
Compare Great-west Large to Peers |
Thematic Opportunities
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Great-west Large Technical Signals
All Great-west Large Technical Indicators
Cycle Indicators | ||
Math Operators | ||
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Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1015 | |||
Market Risk Adjusted Performance | 0.1147 | |||
Mean Deviation | 0.4671 | |||
Semi Deviation | 0.3167 | |||
Downside Deviation | 0.5203 | |||
Coefficient Of Variation | 736.32 | |||
Standard Deviation | 0.6107 | |||
Variance | 0.373 | |||
Information Ratio | (0.07) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.08) | |||
Treynor Ratio | 0.1047 | |||
Maximum Drawdown | 3.16 | |||
Value At Risk | (0.86) | |||
Potential Upside | 1.04 | |||
Downside Variance | 0.2707 | |||
Semi Variance | 0.1003 | |||
Expected Short fall | (0.65) | |||
Skewness | 0.7499 | |||
Kurtosis | 1.46 |